SAP ABAP Class /BA1/CL_F4_VOLA_INT_OBJ (Calculate Volatilities by)

Hierarchy

☛ SAP_BS_FND (Software Component) SAP Business Suite Foundation
   ⤷ CA-FS-MKD (Application Component) Basic Market Data
     ⤷ /BA1/F4_VOLA (Package) Market Data: Volatilities

Meta Relationship - Using

#	Relationship type	Using	Short Description	Created on
1	Interface implementation (CLASS c. INTERFACES i_ref)	/BA1/IF_F4_VOLA_CALC	Determine Volatilities	20040316

Properties

Class	/BA1/CL_F4_VOLA_INT_OBJ
Short Description	Calculate Volatilities by
Super Class
Instantiability of a Class	2	Public
Final	☑

General Data

Message Class
Program status
Category	0
Package	/BA1/F4_VOLA	Market Data: Volatilities
Created	20040316	SAP
Last change	20110908	SAP
Shared Memory-enabled	☐
Fixed point arithmetic	☑
Unicode checks active	☑

Forward declarations

Class /BA1/CL_F4_VOLA_INT_OBJ has no forward declaration.

Interfaces

#	Interface	Abstract	Final	Description	Created on
1	/BA1/IF_F4_VOLA_CALC	☐	☐	Determine Volatilities	20040316

Friends

Class /BA1/CL_F4_VOLA_INT_OBJ has no friend class.

Attributes

#	Attribute	Level	Visibility	Read only	Typing	Associated Type	Initial Value	Description	Created on
1	CON_STYPE_ONE_AXIS	Constant	Private	☐	Type reference (TYPE)	I	1	Structure Type of an Axis	20040316
2	GLOBAL_VOLA	Instance attribute	Private	☐	Type reference (TYPE)	F		Global Volatility (Only One Point Provided)	20040316
3	QUOT_TYPE	Instance attribute	Private	☐	Type reference (TYPE)	/BA1/F4_DTE_VOL_QUOT_TYPE		Quotation Type for Volatility	20040316
4	REF_DELAUNAY	Instance attribute	Private	☐	Object reference (TYPE REF TO)	/BA1/CL_F4_DELAUNAY		Delaunay Triangulation	20040316
5	VOLA_CURVE	Instance attribute	Private	☐	Type reference (TYPE)	L_TYP_TAB_VOLA			20040316
6	VOLA_STRUC_TYPE	Instance attribute	Private	☐	Type reference (TYPE)	I		Structure Type	20040316
7	VOLA_TAB	Instance attribute	Private	☐	Type reference (TYPE)	/BA1/F4_TAB_VOLA_POINT		Volatility Point Table	20040316
8	VTYP	Instance attribute	Private	☐	Type reference (TYPE)	/BA1/TF4_VTYP		Volatility Types	20040316

Methods

#	Method	Level	Visibility	Method type	Description	Created on
1	BUILD_VOLA_CURVE	Instance method	Private	Method	Create Volatility Curve (One-Dimensional Vola. Structure)	20040316
2	CONVERT_POINT	Instance method	Private	Method	Convert Volatility Coordinates to Internal Format	20040316
3	CONVERT_POINT_REVERSE	Instance method	Private	Method	Convert Internal Format to Volatility Coordinates	20040330
4	CURVE_INTERPOLATE	Instance method	Private	Method	One-Dimensional Volatility Interpolation	20040316
5	GRID_GET	Instance method	Public	Method	Display Interpolation Grid	20040331
6	PREPROCESS_VOLATILITIES	Instance method	Private	Method	Preprocessing of Volatilities (Average)	20040318
7	VOLA_CALCULATE	Instance method	Public	Method	Determine Volatility	20040330

Events

Class /BA1/CL_F4_VOLA_INT_OBJ has no event.

Types

#	Type	Visibility	Typing	Associated Type	Description	Created on	Type Source
1	L_TYP_POINT	Private	See coding			20040316	begin of L_TYP_POINT , x type f , y type f , end of l_typ_point
2	L_TYP_TAB_VOLA	Private	See coding			20040316	l_typ_tab_vola type standard table of l_typ_point with default key

Method Signatures

Method BUILD_VOLA_CURVE Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Importing	I_TAB_POINTS	Call by reference	☐	Type reference (TYPE)	/BA1/F4_TAB_POINTS		Tabelle mit Punkten	20040316

#	Exception	Resumable	Description	Created on
1	FAILED	☐	fehlgeschlagen	20040316

Method CONVERT_POINT Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Exporting	E_POINT	Call by reference	☐	Type reference (TYPE)	/BA1/F4_STR_POINT		n-dimensionaler Punkt mit Funktionswert	20040316
2	Importing	I_MONEYNESS	Call by reference	☐	Type reference (TYPE)	F		Moneyness	20040316
3	Importing	I_STRIKE	Call by reference	☐	Type reference (TYPE)	F		Strike	20070514
4	Importing	I_TERM_OPTION	Call by reference	☐	Type reference (TYPE)	I		Laufzeit Option	20040316
5	Importing	I_TERM_UNDERLYING	Call by reference	☐	Type reference (TYPE)	I		Laufzeit Underlying	20040316
6	Importing	I_VOLA	Call by reference	☐	Type reference (TYPE)	F		Volatilität	20040316

Method CONVERT_POINT on class /BA1/CL_F4_VOLA_INT_OBJ has no exception.

Method CONVERT_POINT_REVERSE Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Exporting	E_MONEYNESS	Call by reference	☐	Type reference (TYPE)	F		Moneyness	20040330
2	Exporting	E_TERM_OPTION	Call by reference	☐	Type reference (TYPE)	I		Laufzeit Option	20040330
3	Exporting	E_TERM_UNDERLYING	Call by reference	☐	Type reference (TYPE)	I		Laufzeit Underlying	20040330
4	Exporting	E_VOLA	Call by reference	☐	Type reference (TYPE)	F		Volatilität	20040330
5	Importing	I_POINT	Call by reference	☐	Type reference (TYPE)	/BA1/F4_STR_POINT		n-dimensionaler Punkt mit Funktionswert	20040330

Method CONVERT_POINT_REVERSE on class /BA1/CL_F4_VOLA_INT_OBJ has no exception.

Method CURVE_INTERPOLATE Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Exporting	E_FOUND_SIMPLEX	Call by reference	☐	Attribute reference (LIKE)	VOLA_CURVE			20040406
2	Exporting	E_PARAMETER	Call by reference	☐	Type reference (TYPE)	F			20040406
3	Exporting	E_SIMPLEX_NR	Call by reference	☐	Type reference (TYPE)	I			20040406
4	Exporting	E_VOLA	Call by reference	☐	Type reference (TYPE)	F			20040316
5	Importing	I_POINT	Call by reference	☐	Type reference (TYPE)	/BA1/F4_STR_POINT		n-dimensionaler Punkt mit Funktionswert	20040316

#	Exception	Resumable	Description	Created on
1	FAILED	☐	fehlgeschlagen	20040316

Method GRID_GET Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Exporting	E_TAB_VOLA_DATA	Call by reference	☐	Type reference (TYPE)	/BA1/F4_TAB_VOLA_DATA		Tabellentyp für Volatilitäten-Werte	20040331

Method GRID_GET on class /BA1/CL_F4_VOLA_INT_OBJ has no exception.

Method PREPROCESS_VOLATILITIES Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Exporting	E_TAB_VOLAS	Call by reference	☐	Type reference (TYPE)	/BA1/F4_TAB_VOLA_DATA		Tabellentyp für Volatilitäten-Werte	20040318
2	Importing	I_TAB_VOLA_POINT	Call by reference	☐	Type reference (TYPE)	/BA1/F4_TAB_VOLA_POINT		Tabelle aus Volatilitäts-Punkten	20040318

Method PREPROCESS_VOLATILITIES on class /BA1/CL_F4_VOLA_INT_OBJ has no exception.

Method VOLA_CALCULATE Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Exporting	E_PARAMETERS	Call by reference	☐	Type reference (TYPE)	/BA1/F4_STR_POINT		n-dimensionaler Punkt mit Funktionswert	20040401
2	Exporting	E_TAB_VOLA_DATA	Call by reference	☐	Type reference (TYPE)	/BA1/F4_TAB_VOLA_DATA		Tabellentyp für Volatilitäten-Werte	20040330
3	Exporting	E_VOLA	Call by reference	☐	Type reference (TYPE)	F			20040330
4	Exporting	E_VOLA_QUOT_TYPE	Call by reference	☐	Type reference (TYPE)	/BA1/F4_DTE_VOL_QUOT_TYPE		Quotierungsart Volatilität	20040330
5	Importing	I_EXTNO_OPT	Call by reference	☐	Type reference (TYPE)	/BA1/F4_DTE_EXT_NO		Externe Nummer	20040330
6	Importing	I_EXT_PRODTYPE_OPT	Call by reference	☐	Type reference (TYPE)	/BA1/F4_DTE_EXTPRODTYPE		externer Produkttyp	20040330
7	Importing	I_MONEYNESS	Call by reference	☐	Type reference (TYPE)	F		Moneyness	20040330
8	Importing	I_STRIKE	Call by reference	☐	Type reference (TYPE)	F		Strike	20070514
9	Importing	I_TERM_OPTION	Call by reference	☐	Type reference (TYPE)	I		Laufzeit Option	20040330
10	Importing	I_TERM_UNDERLYING	Call by reference	☐	Type reference (TYPE)	I		Laufzeit Underlying	20040330

#	Exception	Resumable	Description	Created on
1	FAILED	☐	fehlgeschlagen	20040330

History

Last changed by/on	SAP	20110908
SAP Release Created in	31